-5.1%
SLB vs FIVE
+35.4%
-40.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.5% | -3.2% |
| 7D | -7.7% | -1.7% | -6.0% | -7.6% |
| 30D | -0.7% | +14.9% | -15.6% | -2.3% |
| 3M | 0.0% | +7.6% | -7.7% | -1.2% |
| 6M | -10.4% | +6.4% | -16.8% | -11.7% |
| YTD | +31.5% | +28.1% | +3.4% | +26.2% |
| 1Y | +39.1% | +54.7% | -15.6% | +30.3% |
| All | -5.1% | +35.4% | -40.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling